+276.8%
THC vs DBX
+23.7%
+253.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | 0.0% |
| 7D | +3.7% | -4.4% | +8.1% | +5.4% |
| 30D | +9.0% | +4.8% | +4.3% | +7.4% |
| 3M | +10.4% | +0.3% | +10.1% | +9.7% |
| 6M | +45.7% | +40.4% | +5.3% | +26.5% |
| YTD | +42.6% | +24.7% | +17.9% | +29.1% |
| 1Y | +38.8% | +20.9% | +17.9% | +26.9% |
| 3Y | +418.8% | +34.5% | +384.3% | +317.6% |
| All | +276.8% | +23.7% | +253.1% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling